While I was writing Mary Modern I often took breaks in the middle of the night to read the supposedly true ghost stories at Castle of Spirits. This scary-story habit definitely flavored my fiction. I thought I'd post links to a couple of my very favorite stories, Happy Birthday, Mr. Poe, A Voice in the Attic, and A Song for Clara. "A Voice in the Attic" freaked the crap out of me, so consider yourself warned.
Another story that made a profound impression on me is Le Fanu's Strange Event in the Life of Schalken the Painter (you can also listen to it at Librivox, but unfortunately the sound quality is poor). Schalken was a real-life artist in the 17th century, whose eerie portraits of girls in candlelight inspired this tale of a poor young artist's apprentice struggling to free his beloved from the greedy grip of a very rich, very frightening old man.
There are other good stories in the Librivox Ghost Story Collection #1 (click same link above), particularly E. Nesbit's Man-Size in Marble and Uncle Abraham's Romance. Edith Nesbit is best known for her children's fiction--thanks to Ailbhe for giving me a copy of The Enchanted Castle!--but I'm finding her ghost stories even more enjoyable. I've got to pick up a copy of The Power of Darkness, a new collection of the same stories originally published as Grim Tales in 1893.
One last note: before you wonder if any of this is appropriate bedtime reading, I'd just like to mention that I finally read Flannery O'Connor's A Good Man is Hard to Find the other night. I can see why she's considered one of the 20th-century masters of the short story, but damn, was it ever disturbing. I had to read a few more ghost stories on Castle of Spirits just to try to clear my head.